-39.6%
MOD vs RY
+43.0%
-82.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.4% | -3.5% |
| 7D | -34.2% | -1.1% | -33.1% | -33.6% |
| 30D | -51.9% | +4.4% | -56.3% | -55.6% |
| 3M | -53.0% | -2.9% | -50.1% | -50.9% |
| 6M | -66.4% | +15.6% | -81.9% | -74.9% |
| YTD | -31.5% | +21.8% | -53.4% | -54.9% |
| 1Y | -39.6% | +42.6% | -82.1% | -68.4% |
| All | -39.6% | +43.0% | -82.6% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling